Example

function TThread.WaitFor: LongWord;
var Msg: TMsg;
begin
  if GetCurrentThreadID = MainThreadID then
    while MsgWaitForMultipleObjects(1, FHandle, False, 
             INFINITE, QS_SENDMESSAGE) = WAIT_OBJECT_0 + 1 
         do PeekMessage(Msg, 0, 0, 0, PM_NOREMOVE)
  else 
    WaitForSingleObject(FHandle, INFINITE);
  GetExitCodeThread(FHandle, Result);
end;

destructor TThread.Destroy;
begin
  if not FFinished and not Suspended then
  begin
    Terminate;
    WaitFor;  // Be very careful
  end;
  if FHandle <> 0 then CloseHandle(FHandle);
  inherited Destroy;
  RemoveThread;
end;